+22.7%
IGV vs TEM
+53.2%
-30.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.2% |
| 7D | -1.5% | -1.1% | -0.5% | -1.4% |
| 30D | -3.0% | +11.3% | -14.3% | -4.8% |
| 3M | +9.6% | +25.5% | -15.9% | +5.5% |
| 6M | +16.1% | +17.1% | -1.0% | +12.1% |
| YTD | -3.6% | +3.8% | -7.4% | -5.9% |
| 1Y | -7.8% | -24.4% | +16.5% | -7.3% |
| All | +22.7% | +53.2% | -30.5% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling